+485.5%
CSGP vs UVXY
-100.0%
+585.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.2% | -2.4% | -4.9% |
| 7D | +1.3% | +19.4% | -18.1% | +4.4% |
| 30D | +10.7% | +42.6% | -31.9% | +16.5% |
| 3M | +3.3% | +7.1% | -3.8% | +5.3% |
| 6M | -10.3% | -36.5% | +26.2% | -13.7% |
| YTD | -54.6% | -35.8% | -18.8% | -55.2% |
| 1Y | -54.6% | -58.4% | +3.8% | -57.3% |
| 3Y | -60.3% | -92.9% | +32.5% | -64.6% |
| 5Y | -63.3% | -99.4% | +36.1% | -71.9% |
| 10Y | +66.5% | -100.0% | +166.5% | -14.6% |
| All | +485.5% | -100.0% | +585.5% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UVXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling